Dynamics and time series: theory and applications. Lecture 8. LINKS

  • English translation of Einstein's 1905 article "INVESTIGATIONS ON THE THEORY OF THE BROWNIAN MOVEMENT
  • Louis Bachelier "Théorie de la Spéculation"
  • Benoit Mandelbrot: New methods in statistical economics. The Journal of Political Economy: 71, 421-440. (1963)
  • Benoit Mandelbrot: The variation of certain speculative prices. The Journal of Business of the University of Chicago: 36, 394-419. (1963)
  • SAMUELSON, Paul A., 1973. Mathematics of Speculative Price, SIAM Review, 15(1), 1–42.
  • Elroy Dimson and Massoud Mussavian: A brief history of market efficiency. European Financial Management, Volume 4, Number 1, March 1998
  • Andrew Lo, The Adaptive Markets Hypothesis: Market Efficieny from an Evolutionary Perspective, Journal of Porfolio Theory, 2004.